将区间时间序列转为图像,用神经网络分类,效果优于传统方法。
Adaptive Classification of Interval-Valued Time Series
- 用上下界凸组合表示区间序列,转化为图像输入网络
- 在真实数据和模拟数据上分类准确率显著高于基线方法
- 适合处理经济、金融等领域的区间型时序数据
近年来,区间值时间序列的建模与分析在计量经济学和统计学领域受到广泛关注。然而,现有研究多集中于回归任务,忽视了分类问题。本文提出一种适用于区间值时间序列的自适应分类方法:通过上、下界凸组合表示区间序列,并基于点值时间序列成像方法将其转换为图像;再利用细粒度图像分类神经网络对图像进行分类,从而实现原始区间序列的分类。该方法可应用于单变量和多变量情形。优化方面,将凸组合系数视为可学习参数,采用交替方向乘子法(ADMM)实现高效估计。理论方面,在特定条件下,建立了由卷积、池化和全连接层构成的通用卷积神经网络的基于边界多类泛化误差界。通过模拟研究与真实数据应用验证了方法的有效性,并与多种点值时间序列分类方法进行了对比。
原文摘要 · Abstract (English)
In recent years, the modeling and analysis of interval-valued time series have garnered significant attention in the fields of econometrics and statistics. However, the existing literature primarily focuses on regression tasks while neglecting classification aspects. In this paper, we propose an adaptive approach for interval-valued time series classification. Specifically, we represent interval-valued time series using convex combinations of upper and lower bounds of intervals and transform these representations into images based on point-valued time series imaging methods. We utilize a fine-grained image classification neural network to classify these images, to achieve the goal of classifying the original interval-valued time series. This proposed method is applicable to both univariate and multivariate interval-valued time series. On the optimization front, we treat the convex combination coefficients as learnable parameters similar to the parameters of the neural network and provide an efficient estimation method based on the alternating direction method of multipliers (ADMM). On the theoretical front, under specific conditions, we establish a margin-based multiclass generalization bound for generic CNNs composed of basic blocks involving convolution, pooling, and fully connected layers. Through simulation studies and real data applications, we validate the effectiveness of the proposed method and compare its performance against a wide range of point-valued time series classification methods.
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